What happens if the egg is fertilised but doesn't attach itself to the uterus?

In that case, the fertilized egg (embryo)-which is really tiny (much less than a millimeter in diameter) simply disappears. The ball of cells that form the embryo, simply stop developing die after a few days and the embryo is lost with your next period.

The beginning The fertilized egg divides rapidly into two cells, then four, then eight, and so on. These early cells, when the fertilized egg (morula) is fewer than 32 cells, have the ability to form any part of the human body and are known as "totipotential" cells.